+52.7%
ROST vs BROS
-18.6%
+71.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.2% | +6.0% |
| 7D | +7.8% | +2.5% | +5.3% | +7.5% |
| 30D | +8.6% | +15.1% | -6.5% | +6.8% |
| 3M | -1.9% | -31.4% | +29.5% | +1.8% |
| 6M | +9.1% | -22.6% | +31.8% | +10.5% |
| YTD | +37.2% | -28.1% | +65.4% | +40.7% |
| 1Y | +52.7% | -20.3% | +73.0% | +50.2% |
| All | +52.7% | -18.6% | +71.3% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BROS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling